Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 357435.42
Profit in pips
48620.2 pips
Yrly Avg profit
$ 19949.47
Yrly Avg % ret
79.8 %
CAGR
15.44 %
# of trades
19144
Sharpe ratio
0.15
Profit factor
2.46
Return / DD ratio
35.54
Winning %
97.02 %
Drawdown
$ 10056.59
% Drawdown
3.12 %
Daily Avg profit
$ 73.26
Mthly Avg profit
$ 1662.49
Average trade
$ 44.18
Annual% / Max DD%
4.95
R Expectancy
0.04 R
R Exp score
46.66 R
SQN
28.61
SQN score
47.27

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S1 euraud euraud unknown $ 23871.2 5538.3 pips 2099 0.05 1.51
S2 eurcad eurcad unknown $ 27908.88 6175 pips 2266 0.11 1.71
S3 eurchf eurchf unknown $ 139141.4 16516 pips 5150 0.44 5.21
S4 eurgbp eurgbp unknown $ 103677.26 9998.4 pips 4359 0.36 3.72
S5 eurusd eurusd unknown $ 62836.68 10392.5 pips 5270 0.08 1.72
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S1 euraud 7.72 94.43 % $ 3093.31 60.12 % $ 1655.4 $ 137.98 $ 10.4
S2 eurcad 6.01 92.54 % $ 4644.57 24.1 % $ 1717.39 $ 143.12 $ 10.63
S3 eurchf 39.68 98.82 % $ 3506.37 3.15 % $ 7914.04 $ 659.44 $ 41.7
S4 eurgbp 32.97 98.76 % $ 3144.6 3.27 % $ 5868.15 $ 489.04 $ 32.57
S5 eurusd 10.92 96.77 % $ 5756.77 23.65 % $ 3506.93 $ 292.26 $ 15.71

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2021 1055.69 765.76 2622.17 0 0 0 0 0 0 0 0 0 4443.62
2020 1027.01 568.89 2040.5 -848.49 1439.53 1509.22 2444.55 1438.88 1240.95 352.76 1286.17 1479.91 13979.88
2019 1869.9 1123.59 -396.19 1002.68 1774.39 1566.71 851.73 539.01 916.38 1336.77 958.37 928.93 12472.27
2018 1915.62 1526.4 2093.25 1129.18 362.42 1194.13 1175.21 770.03 773.35 977.25 942.23 2157.79 15016.86
2017 2980.48 644.44 2106.38 -357.99 491.54 2287.17 156.83 -232.05 1881.21 837.41 -520.07 410.55 10685.9
2016 -1976.37 -560.69 949.38 429.1 -885.08 2116.19 754.15 1808.04 1579.95 2595.76 2055.95 -89.98 8776.4
2015 269.97 971.05 616.72 1072.92 -2994.39 -838.82 1671.86 2130.9 -2336.15 999.29 -561.41 -2915.63 -1913.69
2014 705.69 715.59 325.13 658.04 575.3 486.24 338.64 -1598.61 -137.36 1139.36 1050.31 427.22 4685.55
2013 836.67 728.91 1288.16 959.27 1697.17 1208.69 727.48 1468.24 -142.77 906.83 1066.45 2009.64 12754.74
2012 2606.76 -410.69 2155.1 896.95 -49.46 -845.41 912.24 1139.91 -603.24 -251.47 336.54 2166.83 8054.06
2011 1800.13 -314.38 596.71 621.63 1111.6 1773.29 723.49 915.8 517.19 1975.38 1071.73 1112.9 11905.47
2010 69.9 2846.62 3578.03 76.66 -18.19 1139.54 1720.89 2413.76 884.25 -845.74 -1311.84 657.16 11211.04
2009 890.69 1004.03 2138.42 2349.25 551.11 3488.73 958.49 4565.25 4120.6 1479.33 828.1 3897.14 26271.14
2008 -169.36 2062.51 -1185.93 1756.47 2790.57 2592.75 3446.67 39.24 -83.61 -1440.25 675.13 2930.46 13414.65
2007 2779.81 2907.25 2289.31 3770.3 3141.86 455.61 1707.16 1694.92 2688.63 1241.81 51.71 2443.74 25172.11
2006 1869.59 1074.68 817.96 2058.53 4516.28 4159.3 6417.26 6487.8 4785.21 4587.22 3671.16 2265.6 42710.59
2005 2866.05 3146.9 2847.95 2175.35 2381.61 6486.02 5209.92 8318.38 5666.67 3840.5 3004.8 2918.29 48862.44
2004 5542.9 4701.83 3317.02 4059.32 7343.98 5049.21 5941.43 4784.91 3722.91 5128.17 5178.43 4535.75 59305.86
2003 0 0 0 0 448.9 962.54 -171.23 3210.21 5686.67 5960.87 6518.47 7010.1 29626.53

Stats

Strategy

Wins/Losses Ratio32.53 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.01 Z-Score-15.54 Z-Probability99.9 %
Expectancy18.67 Deviation $ 93.84 Exposure-999999999 %
Stagnation in Days537 Stagnation in %8.21 %

Trades

# of Wins18573 # of Losses571 # of Cancelled/Expired0
Gross Profit $ 601580.38 Gross Loss $ -244144.96 Average Win $ 32.39 Average Loss $ -427.57
Largest Win $ 1006.49 Largest Loss $ -740.73 Max Consec Wins373 Max Consec Losses5
Avg Consec Wins37.67 Avg Consec Loss1.16 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

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Trades by hour

P/L by weekday

Wins/Losses by month

Trades by weekday

P/L by year

Wins/Losses Profit by hour

Trades by year

Wins/Losses by hour

Wins/Losses by weekday

P/L by hour

Wins/Losses by weekday

Wins/Losses Profit by month
Report generated by Quant Analyzer